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For me it’s the risk of bitcoin becoming very expensive and successful very quickly and a rise in targeted violence to steal people’s Bitcoin aka $5 wrench.
Some of the stories Lopp posts can be unnerving.
I think it’s a risk that increases with price but then can also be mitigated with new tools and technology like multisig / timelocks etc (where the tradeoff in complexity can make you more prone to error)
Overall however I think staying humble and under the radar is the best defence here beyond having guns etc.